Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'126'930 CHF | 112'993 CHF | 99.17% | 99.17% |
19.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'106'200 CHF | 110'920 CHF | 99.17% | 99.17% |
18.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'150'540 CHF | 115'354 CHF | 99.22% | 99.22% |
15.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'169'500 CHF | 117'250 CHF | 99.16% | 99.16% |
14.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'112'520 CHF | 111'552 CHF | 99.15% | 99.15% |
13.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'091'360 CHF | 109'436 CHF | 99.16% | 99.16% |
12.11.2024 | 0.26% | 3.65 CHF | 3.66 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'156'290 CHF | 115'929 CHF | 99.16% | 99.16% |
11.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'194'690 CHF | 119'769 CHF | 99.17% | 99.17% |
08.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'142'080 CHF | 114'508 CHF | 99.16% | 99.16% |
07.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 1'095'940 CHF | 109'894 CHF | 98.18% | 98.18% |